Guggenheim Active Alctn Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.88% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4506 | 3.96 | |
| 0.0744 | 2.70 | |
| 0.8169 | 11.43 | |
| -7.1694 | -8.05 | |
| 9.8063 | 7.13 | |
| -3.2811 | -2.61 | |
| 0.7254 | 0.61 | |
| 0.0130 | 0.02 |
Estimation Period:
Nov 25, 2021 to Feb 6, 2026
Nov 25, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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